StatPro Selects SIX Financial Information to Support Equity Pricing Snapshot Service
StatPro has selected SIX Financial Information’s intraday pricing service to automate delivery of its delayed equity pricing snapshot service and expand the universe of data coverage within the service. The portfolio analytics specialist considered a number of potential partners before selecting SIX Financial Information on the basis of its high-quality data, and has dropped previous...
EDI Teams with Derivative Partners to Deliver Independent Valuation of Structured Products
Exchange Data International (EDI) has forged an agreement with Derivative Partners to offer an independent valuation service for structured products and complex derivatives. The service was introduced this week in response to increasing client demand for independent portfolio valuations designed to meet regulatory requirements for transparency. Zurich-based Derivative Partners provides daily valuations, calculating over 200,000...
TriOptima Partners Global Valuation Ltd. to Power triQuantify Counterparty Risk Analytics Service
TriOptima is planning a pilot programme for a counterparty credit risk analytics service for OTC derivatives called triQuantify. The solution is based on principles of massively parallel computing and is expected to be widely available later this year. TriOptima, a specialist in OTC derivatives post-trade risk management services owned by interdealer broker Icap, has licensed...
SIX Financial Information Extends Evaluated Pricing Capacity
SIX Financial Information has set up an evaluated pricing valuation team in Frankfurt with a view to expanding its coverage of European assets and improving support for European clients. The team has four staff, with a fifth due to join shortly, and adds to existing teams of evaluators in Denmark and Stamford, Connecticut. According to...
Clearwater Analytics Selects S&P Capital IQ Pricing and Reference Data
Clearwater Analytics has selected integrated fixed income evaluated pricing and terms and conditions data from S&P Capital IQ to support the web-based global investment accounting and reporting platform it operates for corporate treasuries, insurance companies, asset managers and custody banks. The companies started to discuss working together a couple of years ago after S&P Capital...
Numerix Adjusts Reference Data Structure to Add Multiple Pricing Curves to Portfolio
Numerix has added out-of-the-box multi-curve modelling to its Portfolio front and middle-office application for pricing, managing risk and hedging structured products, giving users the ability to generate more precise valuations and risk measurements of collateralised structured products. The additional functionality is available in the company’s pricing library and the Portfolio product immediately and follows the...
SIX Financial Partners Numerix to Add OTC Derivatives to Evaluated Pricing Service
SIX Financial Information has passed the first milestone on its roadmap for the Evaluated Pricing Service (EPS) it introduced in August 2012 by partnering Numerix to produce valuations for OTC derivatives. The outcome of the first phase of the partnership, EPS services covering interest rate swaps, credit default swaps and foreign exchange derivatives, went into...
Interactive Data Provides Evaluated Pricing for INTEXcalc and Pushes on with Vantage Transparency Platform
Intex Solutions, a provider of structured securities deal models and cashflow analytics, has selected Interactive Data to provide independent evaluated prices on a range of securitised bonds for use in its INTEXcalc cashflow analysis application. The application is designed to offer transparency, ease of use and speed in analysing structured financial securities. The Interactive Data...
Thomson Reuters and BlackRock Partner to Deliver Fixed Income Derived Analytics
Thomson Reuters and BlackRock have joined forces to deliver fixed income derived analytics based on security indicative data and prices from the market data vendor and proprietary fixed income models designed by BlackRock Solutions. The models are used by BlackRock itself, as well as by customers of BlackRock Solutions’ Aladdin enterprise investment system. Thomson Reuters...
Interactive Data Adds Fixed Income to Fair Value Services
Interactive Data’s release of fair value information services for international fixed income securities initially covers sovereign and corporate bonds in the EMEA region, but the company plans to extend coverage to fixed income securities in Asia and Australia, and also has plans to build out the real-time fair value information service it introduced in March...